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Nonlinear Processes in Geophysics An interactive open-access journal of the European Geosciences Union
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Volume 18, issue 3
Nonlin. Processes Geophys., 18, 295–350, 2011
https://doi.org/10.5194/npg-18-295-2011
© Author(s) 2011. This work is distributed under
the Creative Commons Attribution 3.0 License.

Special issue: Extreme Events: Nonlinear Dynamics and Time Series Analysis

Nonlin. Processes Geophys., 18, 295–350, 2011
https://doi.org/10.5194/npg-18-295-2011
© Author(s) 2011. This work is distributed under
the Creative Commons Attribution 3.0 License.

Review article 18 May 2011

Review article | 18 May 2011

Extreme events: dynamics, statistics and prediction

M. Ghil1,2, P. Yiou3, S. Hallegatte4,5, B. D. Malamud6, P. Naveau3, A. Soloviev7, P. Friederichs8, V. Keilis-Borok9, D. Kondrashov2, V. Kossobokov7, O. Mestre5, C. Nicolis10, H. W. Rust3, P. Shebalin7, M. Vrac3, A. Witt6,11, and I. Zaliapin12 M. Ghil et al.
  • 1Environmental Research and Teaching Institute (CERES-ERTI), Geosciences Department and Laboratoire de Météorologie Dynamique (CNRS and IPSL), UMR8539, CNRS-Ecole Normale Supérieure, 75231 Paris Cedex 05, France
  • 2Department of Atmospheric & Oceanic Sciences and Institute of Geophysics & Planetary Physics, University of California, Los Angeles, USA
  • 3Laboratoire des Sciences du Climat et de l'Environnement, UMR8212, CEA-CNRS-UVSQ, CE-Saclay l'Orme des Merisiers, 91191 Gif-sur-Yvette Cedex, France
  • 4Centre International pour la Recherche sur l'Environnement et le Développement, Nogent-sur-Marne, France
  • 5Météo-France, Toulouse, France
  • 6Department of Geography, King's College London, London, UK
  • 7International Institute of Earthquake Prediction Theory and Mathematical Geophysics, Russian Academy of Sciences, Russia
  • 8Meteorological Institute, University Bonn, Bonn, Germany
  • 9Department of Earth & Space Sciences and Institute of Geophysics & Planetary Physics, University of California, Los Angeles, USA
  • 10Institut Royal de Météorologie, Brussels, Belgium
  • 11Department of Nonlinear Dynamics, Max-Planck Institute for Dynamics and Self-Organization, Göttingen, Germany
  • 12Department of Mathematics and Statistics, University of Nevada, Reno, NV, USA

Abstract. We review work on extreme events, their causes and consequences, by a group of European and American researchers involved in a three-year project on these topics. The review covers theoretical aspects of time series analysis and of extreme value theory, as well as of the deterministic modeling of extreme events, via continuous and discrete dynamic models. The applications include climatic, seismic and socio-economic events, along with their prediction.

Two important results refer to (i) the complementarity of spectral analysis of a time series in terms of the continuous and the discrete part of its power spectrum; and (ii) the need for coupled modeling of natural and socio-economic systems. Both these results have implications for the study and prediction of natural hazards and their human impacts.

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